Volatility Risk Premia and Exchange Rate Predictability

By Pasquale Della Corte, Tarun Ramadorai, Lucio Sarno. 2016

112 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/d2459d77daf148fc743984f2014b9d482dd1cc16